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Return forecasts and optimal portfolio construction : a quantile regression approach

Ma, Lingjie; Pohlman, Larry - In: The European journal of finance 14 (2008) 5/6, pp. 409-425

Persistent link: https://www.econbiz.de/10003771722

Quantile regression methods for recursive structural equation models

Ma, Lingjie - 2004

Persistent link: https://www.econbiz.de/10003387291

Return forecasting by quantile regression

Pohlman, Lawrence; Ma, Lingjie - In: The journal of investing 19 (2010) 4, pp. 116-121

Persistent link: https://www.econbiz.de/10009309140

Reproducible econometric research

Koenker, Roger - 1996

Persistent link: https://www.econbiz.de/10000960474

Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics

Koenker, Roger - In: Journal of econometrics 95 (2000) 2, pp. 347-374

Persistent link: https://www.econbiz.de/10001436005

Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics

Koenker, Roger - 1998

Persistent link: https://www.econbiz.de/10000995137

Asymptotic theory and econometric practice

Koenker, Roger - In: Journal of applied econometrics 3 (1988) 2, pp. 139-147

Persistent link: https://www.econbiz.de/10001078431

Reproducible econometric research

Koenker, Roger - 1998

Persistent link: https://www.econbiz.de/10000988605

Rank tests for linear models

Koenker, Roger - 1997

Persistent link: https://www.econbiz.de/10001321899

The ignorant monopolist redux

Koenker, Roger - 2019

The classical problem of the monopolist faced with an unknown demand curve is considered in a simple stochastic setting. Sequential pricing strategies designed to maximize discounted profits are shown to converge sufficiently rapidly that they leave the monopolist ignorant about all but the most...

Persistent link: https://www.econbiz.de/10012115873